日経平均のボラティリティを予測対象とした各種モデルの予測精度の検証
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- Material Type
- 記事
- Author/Editor
- 高野 雅彦
- Author Heading
- Periodical title
- 投資工学 = The journal of investment technology
- No. or year of volume/issue
- (通号 15) 1997.04
- Sequential issue number
- 15
- Pages
- 31～56
- Publication date of volume/issue (W3CDTF)
- 1997-04
- Publication (Periodical Title)
- 東京 : 日興証券投資工学研究所